QQQ 9 - 13 May The weekly VXN-> Volatility Index for S&P 100 index / Nasdaq Implied = 37.4 In this we have to standard it for weekly session 37.4 / sqrt(52-> 52 weeks in a year) = 5.19% My historical product is telling me with 1.5x coficient that the expected movement for this week E Volatility = 38.02 / sqrt(52) = 5.27%
With this data, from my calculations, when EV > VIX, there were a 86.6% chance that the market stay within the bottom and top created with the ranged from the E Vol
So for next week this range for us is going to be TOP - 325.5 BOT - 293
Lets look into an iron condor oppotunity for trading: 325Call Sell - 328Call Buy 293Put sell - 290 Put buy
This is giving us at the current moment a 0.35 expectancy So taking into account from 1109 weekly candles, that 86.6% of the times the market stay within our top/bot channel, Our profit margin would be 86.4% * 0.35 - 13.6%*1 = 16.9ROI after 100 trades
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